+769.3%
VST vs SRE
+47.8%
+721.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.9% |
| 7D | +8.9% | -0.3% | +9.2% | +9.0% |
| 30D | +6.2% | -0.7% | +6.9% | +6.3% |
| 3M | -2.7% | -6.3% | +3.6% | +0.8% |
| 6M | -8.4% | -10.7% | +2.3% | -2.3% |
| YTD | -7.2% | -3.5% | -3.7% | -5.4% |
| 1Y | -20.9% | +5.3% | -26.2% | -23.7% |
| 3Y | +384.0% | +31.8% | +352.2% | +291.9% |
| All | +769.3% | +47.8% | +721.6% | +551.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling